Comparar métodos

	Bootstrap Selvagem para Inferência em Regressão	Bootstrap Bayesiano (Rubin)	Inferência Bootstrap	Regressão por Mínimos Quadrados Ordinários (MQO)
Área	Estatística	Estatística	Estatística	Econometria
Família	Regression model	Regression model	Regression model	Regression model
Ano de origem	1986	1981	1979	2019
Autor original	Wu (1986); refined by Davidson & Flachaire (2008)	Rubin (1981); large-sample theory by Lo (1987)	Bradley Efron	Wooldridge (textbook treatment); classical least squares
Tipo	Resampling-based regression inference	Resampling / posterior simulation	Resampling-based inference	Linear regression
Fonte seminal	Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295.	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Outros nomes	wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionados	5	5	5	5
Resumo	The wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.	The Bayesian Bootstrap, introduced by Donald B. Rubin in 1981, is a resampling method that produces a Bayesian counterpart to the frequentist bootstrap by assigning each observation a random weight drawn from a Dirichlet distribution. It yields a full posterior distribution for a statistic and allows prior information to be incorporated.	Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).